English

Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination

Probability 2019-01-08 v2

Abstract

In this note, we are concerned with the subgeometric rate of convergence of a Markov chain with discrete time parameter to its invariant measure in the ff-norm. We clarify how three typical subgeometric rates of convergence are inherited under a discrete time version of Bochner's subordination. The crucial point is to establish the corresponding moment estimates for discrete time subordinators under some reasonable conditions on the underlying Bernstein function.

Keywords

Cite

@article{arxiv.1706.05533,
  title  = {Subgeometric Rates of Convergence for Discrete Time Markov Chains under Discrete Time Subordination},
  author = {Chang-Song Deng},
  journal= {arXiv preprint arXiv:1706.05533},
  year   = {2019}
}

Comments

to appear in J. Theor. Probab